diff --git a/lib/entry-points.js b/lib/entry-points.js
index a6e80b84e..a2951f159 100644
--- a/lib/entry-points.js
+++ b/lib/entry-points.js
@@ -187759,25 +187759,38 @@ function getProxyFilename() {
 }
 async function getProxyBinaryPath(action, apiDetails) {
   const logger2 = action.logger;
-  const proxyFileName = getProxyFilename();
-  const proxyInfo = await getDownloadUrl(action, apiDetails);
-  let proxyBin = toolcache4.find(proxyFileName, proxyInfo.version);
-  if (!proxyBin) {
-    const authorization = getAuthorizationHeaderFor(
-      logger2,
-      apiDetails,
-      proxyInfo.url
-    );
-    const temp = await downloadProxy(logger2, proxyInfo.url, authorization);
-    const extracted = await extractProxy(logger2, temp);
-    proxyBin = await cacheProxy(
-      logger2,
-      extracted,
-      proxyFileName,
-      proxyInfo.version
+  logger2.startGroup("Setting up authentication proxy");
+  try {
+    const proxyFileName = getProxyFilename();
+    const proxyInfo = await getDownloadUrl(action, apiDetails);
+    logger2.info(
+      `Using authentication proxy from CodeQL release ${proxyInfo.version}.`
     );
+    let proxyBin = toolcache4.find(proxyFileName, proxyInfo.version);
+    if (!proxyBin) {
+      logger2.info(
+        `Authentication proxy is not in the toolcache. Will try to download it from '${proxyInfo.url}'.`
+      );
+      const authorization = getAuthorizationHeaderFor(
+        logger2,
+        apiDetails,
+        proxyInfo.url
+      );
+      const temp = await downloadProxy(logger2, proxyInfo.url, authorization);
+      logger2.info(`Downloaded the authentication proxy assset to '${temp}'.`);
+      const extracted = await extractProxy(logger2, temp);
+      proxyBin = await cacheProxy(
+        logger2,
+        extracted,
+        proxyFileName,
+        proxyInfo.version
+      );
+      logger2.info(`Extracted the authentication proxy to '${proxyBin}'.`);
+    }
+    return path27.join(proxyBin, proxyFileName);
+  } finally {
+    logger2.endGroup();
   }
-  return path27.join(proxyBin, proxyFileName);
 }
 
 // src/start-proxy/ca.ts
diff --git a/src/start-proxy.ts b/src/start-proxy.ts
index 9558b119e..ca2f5c2b5 100644
--- a/src/start-proxy.ts
+++ b/src/start-proxy.ts
@@ -537,24 +537,44 @@ export async function getProxyBinaryPath(
   apiDetails: GitHubApiDetails,
 ): Promise<string> {
   const logger = action.logger;
-  const proxyFileName = getProxyFilename();
-  const proxyInfo = await getDownloadUrl(action, apiDetails);
+  logger.startGroup("Setting up authentication proxy");
 
-  let proxyBin = toolcache.find(proxyFileName, proxyInfo.version);
-  if (!proxyBin) {
-    const authorization = getAuthorizationHeaderFor(
-      logger,
-      apiDetails,
-      proxyInfo.url,
-    );
-    const temp = await downloadProxy(logger, proxyInfo.url, authorization);
-    const extracted = await extractProxy(logger, temp);
-    proxyBin = await cacheProxy(
-      logger,
-      extracted,
-      proxyFileName,
-      proxyInfo.version,
+  try {
+    const proxyFileName = getProxyFilename();
+    const proxyInfo = await getDownloadUrl(action, apiDetails);
+
+    logger.info(
+      `Using authentication proxy from CodeQL release ${proxyInfo.version}.`,
     );
+
+    let proxyBin = toolcache.find(proxyFileName, proxyInfo.version);
+
+    if (!proxyBin) {
+      logger.info(
+        `Authentication proxy is not in the toolcache. Will try to download it from '${proxyInfo.url}'.`,
+      );
+
+      const authorization = getAuthorizationHeaderFor(
+        logger,
+        apiDetails,
+        proxyInfo.url,
+      );
+      const temp = await downloadProxy(logger, proxyInfo.url, authorization);
+
+      logger.info(`Downloaded the authentication proxy assset to '${temp}'.`);
+
+      const extracted = await extractProxy(logger, temp);
+      proxyBin = await cacheProxy(
+        logger,
+        extracted,
+        proxyFileName,
+        proxyInfo.version,
+      );
+
+      logger.info(`Extracted the authentication proxy to '${proxyBin}'.`);
+    }
+    return path.join(proxyBin, proxyFileName);
+  } finally {
+    logger.endGroup();
   }
-  return path.join(proxyBin, proxyFileName);
 }